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DIREXION DAILY SILVER BULL 2X ETF USLV

i

Market dataready · fetched 2026-11-05T16:58:15.143Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T16:55:52.04731847Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T16:58:11.832041+00:00

Share price$10.08
1D+1.3%
$9.57$9.72$9.88$10.03$10.185:30 AM6:30 AM9:00 AM1:00 PMUSLV
Sold putSold call

DIREXION DAILY SILVER BULL 2X ETF options

Live interpolated USLV call and put midpoint premiums by absolute delta.DIREXION DAILY SILVER BULL 2X ETF$0.16$0.81$1.46$2.11$2.76$6.64$8.26$9.88$11.50$13.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USLV spot · $10.08USLV PRICE$0.23$0.26$0.29$0.34$0.41$0.48$0.55$0.62$0.75$0.89$1.04$1.18$1.34$0.28$0.33$0.43$0.54$0.64$0.75$0.89$1.03$1.17$1.33$1.67$2.02$2.57
PutsCheap0.71×
CallsCheap0.67×
SkewBearish+18.02 pp
Implied moveBearish±$1.44
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.66114.1%27.9%8.52111.1%18.3%
25Δ11.7794.9%19.4%9.0197.5%13.9%
30Δ11.2281.5%14.1%9.2797.0%12.4%
35Δ10.8775.6%11.2%9.5396.5%10.8%
40Δ10.6674.4%9.8%9.7996.0%9.3%
45Δ10.4573.2%8.4%10.0495.3%7.8%
50Δ10.2472.0%7.0%10.2994.1%6.8%
55Δ10.0370.9%5.5%10.5392.8%5.8%
60Δ9.8172.0%4.8%10.7891.6%4.8%
65Δ9.6073.4%4.1%11.0390.8%3.8%
70Δ9.3974.9%3.4%11.4495.3%3.2%
75Δ9.1876.3%2.7%11.8599.8%2.6%
80Δ8.9577.2%2.1%12.45106.9%2.0%

20Δ

Calls
Pseudo strike
12.66
IV
114.1%
B/E move
27.9%
Puts
Pseudo strike
8.52
IV
111.1%
B/E move
18.3%

25Δ

Calls
Pseudo strike
11.77
IV
94.9%
B/E move
19.4%
Puts
Pseudo strike
9.01
IV
97.5%
B/E move
13.9%

30Δ

Calls
Pseudo strike
11.22
IV
81.5%
B/E move
14.1%
Puts
Pseudo strike
9.27
IV
97.0%
B/E move
12.4%

35Δ

Calls
Pseudo strike
10.87
IV
75.6%
B/E move
11.2%
Puts
Pseudo strike
9.53
IV
96.5%
B/E move
10.8%

40Δ

Calls
Pseudo strike
10.66
IV
74.4%
B/E move
9.8%
Puts
Pseudo strike
9.79
IV
96.0%
B/E move
9.3%

45Δ

Calls
Pseudo strike
10.45
IV
73.2%
B/E move
8.4%
Puts
Pseudo strike
10.04
IV
95.3%
B/E move
7.8%

50Δ

Calls
Pseudo strike
10.24
IV
72.0%
B/E move
7.0%
Puts
Pseudo strike
10.29
IV
94.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
10.03
IV
70.9%
B/E move
5.5%
Puts
Pseudo strike
10.53
IV
92.8%
B/E move
5.8%

60Δ

Calls
Pseudo strike
9.81
IV
72.0%
B/E move
4.8%
Puts
Pseudo strike
10.78
IV
91.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
9.60
IV
73.4%
B/E move
4.1%
Puts
Pseudo strike
11.03
IV
90.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
9.39
IV
74.9%
B/E move
3.4%
Puts
Pseudo strike
11.44
IV
95.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
9.18
IV
76.3%
B/E move
2.7%
Puts
Pseudo strike
11.85
IV
99.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
8.95
IV
77.2%
B/E move
2.1%
Puts
Pseudo strike
12.45
IV
106.9%
B/E move
2.0%

Options history

IV · four-Friday blend82.70%
Daily EOD
USLV67.1%75.5%83.9%2026-10-19: 70.50%2026-10-20: 69.26%2026-10-21: 68.24%2026-10-22: 75.67%2026-10-23: 76.12%2026-10-26: 75.04%2026-10-27: 73.33%2026-10-28: 75.11%2026-10-29: 76.97%2026-10-30: 82.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.50%
69.26%
68.24%
75.67%
76.12%
75.04%
73.33%
75.11%
76.97%
82.70%